I'm writing some Machine Learning software for equity and would like to find some tick data or at least 3 or 5 minute data.
I would like to have a year or two for testing.
I don't really care about what exchange the data is from, as long as its from a major exchange somewhere.
Also is there anywhere where one can get connect to a data stream of delayed 'live' data?
The data does not have to be free, but free is better :-)
I've googled this link which provides daily prices for a few equities.
By the looks of your question it seems you are interested in high-frequency trading.
For this I suggest you speak with your quant or expert and generate some training inputs. These should include stop-loss situations and other conditions where you want a specific response.
Next, you should generate some sequences using the same assumptions from the Black-Scholes model (brownian motion of the prices with a certain volatility). Then, you should include dividends in the data.
So, before you even start using "real" data you should generate a lot of artificial training data using all the conditions you can think of.
This will save you money by doing all the cheap tests first and only after they pass successfully do you pay for the real data (which is not that cheap...)